-53.1%
TE vs AKAM
+14.1%
-67.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +0.2% | +1.5% | -1.3% | -0.5% |
| 30D | -5.9% | -13.0% | +7.1% | -0.2% |
| 3M | -45.6% | -19.4% | -26.2% | -40.9% |
| 6M | -43.4% | +0.3% | -43.7% | -44.6% |
| YTD | -31.0% | +22.4% | -53.4% | -39.4% |
| 1Y | +145.2% | +34.8% | +110.4% | +104.1% |
| 3Y | -24.1% | +1.9% | -26.0% | -29.4% |
| 5Y | -48.1% | -4.6% | -43.6% | -52.5% |
| All | -53.1% | +14.1% | -67.2% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AKAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling